+232.4%
MOS vs ITOT
+896.7%
-664.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.8% |
| 7D | +9.5% | +0.1% | +9.4% | +9.3% |
| 30D | +10.4% | 0.0% | +10.4% | +10.2% |
| 3M | +12.9% | +2.0% | +10.9% | +9.9% |
| 6M | +1.2% | +13.0% | -11.8% | -14.1% |
| YTD | +9.3% | +14.0% | -4.7% | -8.4% |
| 1Y | -18.0% | +19.9% | -37.9% | -35.7% |
| 3Y | -29.0% | +75.8% | -104.8% | -67.4% |
| 5Y | -9.6% | +73.8% | -83.4% | -58.8% |
| 10Y | +6.1% | +295.9% | -289.8% | -83.9% |
| All | +232.4% | +896.7% | -664.3% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling